An empirical analysis of volatility spillover in global swap markets
Year of publication: |
2021
|
---|---|
Authors: | Malhotra, Davinder Kumar ; Bhargava, Vivek |
Published in: |
Journal of business and economic perspectives. - Martin, Tenn. : [Verlag nicht ermittelbar], ISSN 1528-5014, ZDB-ID 1179812-9. - Vol. 48.2021, 1, p. 92-126
|
Subject: | Zinsderivat | Interest rate derivative | Swap | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Schätzung | Estimation | Welt | World | 2006-2014 |
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